+18.9%
IWM vs BURL
-4.6%
+23.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +0.6% |
| 7D | +1.0% | +10.4% | -9.4% | -0.3% |
| 30D | +0.2% | -4.9% | +5.2% | +0.8% |
| 3M | -5.6% | -29.8% | +24.1% | -1.5% |
| 6M | +2.7% | -16.5% | +19.2% | +4.2% |
| YTD | +16.2% | -10.5% | +26.7% | +17.8% |
| 1Y | +18.9% | -5.3% | +24.3% | +20.6% |
| All | +18.9% | -4.6% | +23.5% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling